คลังความรู้

This short-term reversal approach combines Trend Magic, Squeeze Momentum, and Cumulative Delta Volume. Trend Magic uses CCI and ATR to classify directional conditions; the squeeze component identifies periods when Bollinger Bands contract inside Keltner…

The strategy uses a Donchian midpoint with a lookback of 52 periods as its Lagging Span 2 reference, shifts that line by 26 periods, then enters long when price crosses above the shifted line and short when it crosses below. Separate profit targets and stop…

The document outlines a basic trend strategy that uses simple moving average crossovers to signal long and short positions. It describes using averages with several lookback periods to represent trends at different horizons, with a 20-period average crossing…

This code example monitors the best bid and ask on two exchanges and compares the two possible buy-on-one, sell-on-the-other spreads. It estimates a trade size from displayed order quantities and available balances, then proceeds only when the spread exceeds…

This script outlines a long-side statistical arbitrage approach for a pair of instruments. It retrieves the second instrument’s price series, standardizes each instrument’s price against its own rolling mean and standard deviation, and subtracts the…

This strategy combines three simple moving averages with a short exponential moving average to screen long entries. Its description treats price below the three averages as a downtrend and looks for a move back above them; the supplied rules further require…

This utility collects exchange candlesticks and serves them to a custom data source for backtesting. In collection mode, it reads bars from the exchange, stores completed records in MongoDB, and checks timestamps to avoid duplicate inserts. An HTTP endpoint…

This strategy combines an RSI-adjusted T3 moving average with a squeeze and momentum filter. RSI determines the T3 smoothing length: lower RSI produces a longer, smoother average, while higher RSI shortens it. Bollinger Bands and Keltner Channels identify…

This example shows how to send portfolio targets from a QuantConnect algorithm to Collective2 when a fast and slow exponential moving average cross. It initializes a set of equity, forex, futures, and options targets, disables scheduled automatic exports,…

This strategy pairs RSI threshold crossovers with price crossing the outer Bollinger Bands. A long setup occurs when RSI crosses upward through its lower threshold as price crosses upward through the lower band; a short setup uses a downward RSI crossover…

This strategy combines Fibonacci retracement levels, candlestick patterns, and volume as trade filters. It derives levels from a rolling range, then looks for a pin bar or engulfing pattern while price is above or below the 38.2% level. A signal also…

This BTC/USDT futures strategy combines 8- and 20-period exponential moving average crossovers with a volume-price measure, divergence signals, and engulfing candlestick patterns. It enters long on a bullish divergence or upward EMA crossover, and short on a…

This strategy compares a fast and a slow simple moving average (SMA). It enters a long position when the fast average crosses above the slow average and closes that position when the fast average crosses below it. The listed default lengths are 10 and 30…

This document describes a data collection utility for monitoring perpetual futures funding rates across several exchanges. It starts a worker for each configured exchange, periodically retrieves market funding data, and stores results by symbol for later…

This strategy enters long when the closing price crosses above a simple moving average, then sets a stop below entry and a take-profit level above it. The published example uses a 200-day SMA, a 2% stop and a 1% target. The position closes when either…

This long-only strategy looks for bullish divergence after an oversold RSI reading. It identifies two RSI pivot lows within a configurable bar range: the second RSI low must be higher, while the corresponding price low is lower. Once RSI closes above its…

This trend-following method applies a logarithm to closing prices, calculates short- and long-period weighted moving averages in that transformed space, then converts the averages back before generating crossover signals. An upward cross opens a long…

The overview describes a trend-following approach that uses a higher-timeframe exponential moving average (EMA). It signals a long position when price crosses above the average and a short position when price crosses below it. The text presents a 200-period…

This trend-following system combines a simple moving average (SMA) with fast and slow exponential moving averages (EMAs). It enters when price is on the corresponding side of the SMA and the EMAs cross, or when price crosses the SMA after several bars have…

This strategy tracks recent pivot highs and lows to calculate Fibonacci price levels, then uses a selected level as a long-entry trigger. Once an order is placed, the strategy updates its level and can cancel and replace the pending order as levels move. The…

This short-term trend-following method uses a 9-period exponential moving average (EMA) as its directional reference. A candle opening below and closing above the EMA signals a long setup; a candle opening above and closing below signals a bearish setup. The…

The Follow Line strategy uses Bollinger Band breakouts to update a directional trend line. A close above the upper band sets the line from the bar’s low, while a close below the lower band sets it from the high. With the ATR filter enabled, the line is…

This document presents a two-sided reversal strategy using crossovers between 5-period and 11-period RSI lines. A long entry follows an upward crossover when the 6-period RSI is below 30; a short entry follows a downward crossover when it is above 70. The…

This strategy uses a fast and a slow RSI to identify crossovers, then applies a third RSI as an overbought or oversold filter. The stated defaults are periods of 5 and 11 for the crossover lines and 6 for the filter. A fast RSI cross above the slow RSI is…